VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 46,867
COMMITMENTS
4,045 14,727 3,309 31,081 22,858 38,435 40,894 8,432 5,973
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -7,499)
-338 1,824 -1,769 -4,102 -6,464 -6,209 -6,409 -1,290 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 31.4 7.1 66.3 48.8 82.0 87.3 18.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 11 9 11 9 26 24
Updated September 25, 2008